I would have copied the steps in here with the pictures, but its pretty long.
I am not capturing the files for OneNote, instead I am saving them to my redirected folders. You should be able to personalize them, I have not tested it but the size can be pretty big. Saving the files in the database doesn't seem like the best idea if you can save them on cheaper disk. Usually SQL is fast disk (expensive disk). My OneNote Files were 30 MB, with snap shots that can add up pretty quick.